VaR应用（EXCEL）

[{"title":"（ 64 个子文件 3.59MB ） VaR应用（EXCEL）","children":[{"title":"现代风险建模和基金VaR的应用","children":[{"title":"Day 2 Morning","children":[{"title":"Portfolio VAR.xls <span style='color:#111;'> 199.50KB </span>","children":null,"spread":false},{"title":"VAR-RealData.xls <span style='color:#111;'> 400.50KB </span>","children":null,"spread":false},{"title":"VAR-RealData","children":[{"title":"G宝钢.xls <span style='color:#111;'> 323.50KB </span>","children":null,"spread":false},{"title":"G万科.xls <span style='color:#111;'> 909.50KB </span>","children":null,"spread":false},{"title":"上证指数.xls <span style='color:#111;'> 898.00KB </span>","children":null,"spread":false},{"title":"G招行.xls <span style='color:#111;'> 249.00KB </span>","children":null,"spread":false},{"title":"青岛啤酒.xls <span style='color:#111;'> 754.50KB </span>","children":null,"spread":false}],"spread":true},{"title":"ExtremeValueTheory.xls <span style='color:#111;'> 124.50KB </span>","children":null,"spread":false},{"title":"Cholesky Factor Decomposition.xls <span style='color:#111;'> 87.50KB </span>","children":null,"spread":false},{"title":"VaR(Monte-CarloSimulation).xls <span style='color:#111;'> 171.50KB </span>","children":null,"spread":false}],"spread":true},{"title":"Day 2 Afternoon","children":[{"title":"BackTesting.xls <span style='color:#111;'> 146.00KB </span>","children":null,"spread":false},{"title":"CreditVaR.xls <span style='color:#111;'> 26.50KB </span>","children":null,"spread":false},{"title":"VAR-StressTest.xls <span style='color:#111;'> 326.00KB </span>","children":null,"spread":false}],"spread":true},{"title":"Day 1 Morning","children":[{"title":"American Option.xls <span style='color:#111;'> 119.00KB </span>","children":null,"spread":false},{"title":"Black-Scholes Model and Greeks.xls <span style='color:#111;'> 107.00KB </span>","children":null,"spread":false},{"title":"Single Factor Monte Carlo.xls <span style='color:#111;'> 111.50KB </span>","children":null,"spread":false},{"title":"European Option.xls <span style='color:#111;'> 194.00KB </span>","children":null,"spread":false},{"title":"Risk-neutral and Market Lattices.xls <span style='color:#111;'> 36.00KB </span>","children":null,"spread":false},{"title":"Cox-Ingersoll-Ross Model.xls <span style='color:#111;'> 116.50KB </span>","children":null,"spread":false},{"title":"Distributions.xls <span style='color:#111;'> 117.00KB </span>","children":null,"spread":false},{"title":"Greeks.xls <span style='color:#111;'> 108.00KB </span>","children":null,"spread":false}],"spread":true},{"title":"Day 1 Afternoon","children":[{"title":"VaR(Delta-NormalMethod).xls <span style='color:#111;'> 99.00KB </span>","children":null,"spread":false},{"title":"Pension VAR","children":[{"title":"Delta Normal.xls <span style='color:#111;'> 30.50KB </span>","children":null,"spread":false},{"title":"CORR.xls <span style='color:#111;'> 40.00KB </span>","children":null,"spread":false},{"title":"beta.sas7bdat <span style='color:#111;'> 17.00KB </span>","children":null,"spread":false},{"title":"Pension.xls <span style='color:#111;'> 17.50KB </span>","children":null,"spread":false},{"title":"DATASET.xls <span style='color:#111;'> 1.56MB </span>","children":null,"spread":false},{"title":"Date","children":[{"title":"600963.xls <span style='color:#111;'> 50.00KB </span>","children":null,"spread":false},{"title":"601328.xls <span style='color:#111;'> 13.50KB </span>","children":null,"spread":false},{"title":"CB","children":[{"title":"600236.xls <span style='color:#111;'> 410.00KB </span>","children":null,"spread":false},{"title":"000717.xls <span style='color:#111;'> 578.50KB </span>","children":null,"spread":false}],"spread":false},{"title":"100236.XLS <span style='color:#111;'> 51.00KB </span>","children":null,"spread":false},{"title":"000001.xls <span style='color:#111;'> 222.50KB </span>","children":null,"spread":false},{"title":"601998.xls <span style='color:#111;'> 14.00KB </span>","children":null,"spread":false},{"title":"204007.xls <span style='color:#111;'> 26.50KB </span>","children":null,"spread":false},{"title":"500009.xls <span style='color:#111;'> 114.50KB </span>","children":null,"spread":false},{"title":"399101.xls <span style='color:#111;'> 32.00KB </span>","children":null,"spread":false},{"title":"000013.xls <span style='color:#111;'> 64.00KB </span>","children":null,"spread":false},{"title":"000652.xls <span style='color:#111;'> 142.50KB </span>","children":null,"spread":false},{"title":"000011.xls <span style='color:#111;'> 102.00KB </span>","children":null,"spread":false},{"title":"126005.XLS <span style='color:#111;'> 14.50KB </span>","children":null,"spread":false},{"title":"600037.xls <span style='color:#111;'> 91.00KB </span>","children":null,"spread":false},{"title":"002033.xls <span style='color:#111;'> 46.00KB </span>","children":null,"spread":false},{"title":"000300.xls <span style='color:#111;'> 43.50KB </span>","children":null,"spread":false},{"title":"000012.xls <span style='color:#111;'> 68.00KB </span>","children":null,"spread":false},{"title":"125717.XLS <span style='color:#111;'> 16.00KB </span>","children":null,"spread":false},{"title":"010103.XLS <span style='color:#111;'> 77.00KB </span>","children":null,"spread":false},{"title":"Fund.XLS <span style='color:#111;'> 17.50KB </span>","children":null,"spread":false},{"title":"399001.xls <span style='color:#111;'> 225.00KB </span>","children":null,"spread":false},{"title":"600552.xls <span style='color:#111;'> 69.00KB </span>","children":null,"spread":false},{"title":"002122.xls <span style='color:#111;'> 15.00KB </span>","children":null,"spread":false},{"title":"500018.xls <span style='color:#111;'> 113.00KB </span>","children":null,"spread":false},{"title":"600176.xls <span style='color:#111;'> 113.00KB </span>","children":null,"spread":false},{"title":"500001.xls <span style='color:#111;'> 130.50KB </span>","children":null,"spread":false},{"title":"010004.XLS <span style='color:#111;'> 86.50KB </span>","children":null,"spread":false},{"title":"000777.xls <span style='color:#111;'> 136.50KB </span>","children":null,"spread":false}],"spread":false},{"title":"Data.sas <span style='color:#111;'> 9.15KB </span>","children":null,"spread":false},{"title":"BETA.xls <span style='color:#111;'> 14.00KB </span>","children":null,"spread":false},{"title":"dataset.sas7bdat <span style='color:#111;'> 1.84MB </span>","children":null,"spread":false}],"spread":true},{"title":"VaR(HistoricalSimulation).xls <span style='color:#111;'> 111.00KB </span>","children":null,"spread":false},{"title":"Stockindex","children":[{"title":"Weekly.xls <span style='color:#111;'> 164.00KB </span>","children":null,"spread":false},{"title":"Monthly.xls <span style='color:#111;'> 49.50KB </span>","children":null,"spread":false},{"title":"Daily.xls <span style='color:#111;'> 898.00KB </span>","children":null,"spread":false}],"spread":true},{"title":"VaR-1上证指数收益率及分布检验.xls <span style='color:#111;'> 418.50KB </span>","children":null,"spread":false}],"spread":true}],"spread":true}],"spread":true}]